Essays about: "Martin Olsvenne"

Found 1 essay containing the words Martin Olsvenne.

  1. 1. Are there constant risk premia on the swedish money market?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Martin Olsvenne; [2005]
    Keywords : Yield curve; avkastningskurva; term structure; rolling down; expectations theory; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : This thesis investigates, through statistical and economical analysis, whether it can be shown that risk premia on the Swedish money market are constant or not. It also means to investigate what factors drive risk premia. The study shows that it is possible to predict nonzero prediction errors. READ MORE